Portfolio construction based on stochastic dominance and target return distributions. - Diana Roman; Ken Darby-Dowman; Gautam Mitra (Math. Program., 2006)

Processing second-order stochastic dominance models using cutting-plane representations. - Csaba I. Fábián; Gautam Mitra; Diana Roman (Math. Program., 2011)

HMM based scenario generation for an investment optimisation problem. - Christina Erlwein; Gautam Mitra; Diana Roman (Ann. Oper. Res., 2012)

Enhanced indexation based on second-order stochastic dominance. - Diana Roman; Gautam Mitra; Victor Zverovich (Eur. J. Oper. Res., 2013)

An algorithm for moment-matching scenario generation with application to financial portfolio optimisation. - Ksenia Ponomareva; Diana Roman; Paresh Date (Eur. J. Oper. Res., 2015)

Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance. - Mohd A. Maasar; Diana Roman; Paresh Date (SCOR, 2016)

Novel approaches for portfolio construction using second order stochastic dominance. - Cristiano Arbex Valle; Diana Roman; Gautam Mitra (Comput. Manag. Sci., 2017)

ALM models based on second order stochastic dominance. - Maram Al-Wohaibi; Diana Roman (Comput. Manag. Sci., 2018)

Risk minimisation using options and risky assets. - Mohd A. Maasar; Diana Roman; Paresh Date (Oper. Res., 2022)